ECBOT 10 Year T-Note Future June 2021

Trading Metrics calculated at close of trading on 26-Jan-2021

Day Change Summary
	Previous	Current
	25-Jan-2021	26-Jan-2021	Change	Change %	Previous Week
Open	135-310	136-120	0-130	0.3%	135-295
High	136-145	136-145	0-000	0.0%	136-015
Low	135-300	136-085	0-105	0.2%	135-215
Close	136-115	136-120	0-005	0.0%	136-005
Range	0-165	0-060	-0-105	-63.6%	0-120
ATR	0-111	0-108	-0-004	-3.3%	0-000
Volume	9,731	18,819	9,088	93.4%	31,667

Daily Pivots for day following 26-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	136-297	136-268	136-153
R3	136-237	136-208	136-136
R2	136-177	136-177	136-131
R1	136-148	136-148	136-126	136-150
PP	136-117	136-117	136-117	136-118
S1	136-088	136-088	136-114	136-090
S2	136-057	136-057	136-109
S3	135-317	136-028	136-104
S4	135-257	135-288	136-087

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	137-012	136-288	136-071
R3	136-212	136-168	136-038
R2	136-092	136-092	136-027
R1	136-048	136-048	136-016	136-070
PP	135-292	135-292	135-292	135-302
S1	135-248	135-248	135-314	135-270
S2	135-172	135-172	135-303
S3	135-052	135-128	135-292
S4	134-252	135-008	135-259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136-145	135-230	0-235	0.5%	0-095	0.2%	89%	True	False	11,566
10	136-145	135-005	1-140	1.1%	0-108	0.2%	95%	True	False	6,854
20	137-085	135-005	2-080	1.6%	0-116	0.3%	60%	False	False	3,459

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	137-080
2.618	136-302
1.618	136-242
1.000	136-205
0.618	136-182
HIGH	136-145
0.618	136-122
0.500	136-115
0.382	136-108
LOW	136-085
0.618	136-048
1.000	136-025
1.618	135-308
2.618	135-248
4.250	135-150

Fisher Pivots for day following 26-Jan-2021
Pivot	1 day	3 day
R1	136-118	136-094
PP	136-117	136-068
S1	136-115	136-042

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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